The aim of this study was to investigate the effects of multicomponent training on baroreflex sensitivity (BRS) and heart rate (HR) complexity of prefrail older adults. Twenty-one prefrail community-dwelling older adults were randomized and divided into multicomponent training intervention group (MulTI) and control group (CG). MulTI performed multicomponent exercise training over 16 weeks and CG was oriented to follow their own daily activities. The RR interval (RRi) and blood pressure (BP) series were recorded for 15 min in supine and 15 min in orthostatic positions, and calculation of BRS (phase, coherence, and gain) and HR complexity (sample entropy) were performed. A linear mixed model was applied for group, assessments, and their interaction effects in supine position. The same test was used to assess the active postural maneuver and it was applied separately to each group considering assessments (baseline and post-intervention) and positions (supine and orthostatic). The significance level established was 5%. Cardiovascular control was impaired in prefrail older adults in supine position. Significant interactions were not observed between groups or assessments in terms of cardiovascular parameters. A 16-week multicomponent exercise training did not improve HR complexity or BRS in supine rest or in active postural maneuver in prefrail older adults.